The Alpha-Beta Skew Generalized Distribution: Properties and Applications | [Pakistan Journal of Statistics and Operation Research • 2019]

Author(s):

1. Hamid Esmaeili: Department of Statistics Persian Gulf University, Bushehr, Iran

2. Fazlollah Lak: Department of Statistics Persian Gulf University, Bushehr, Iran

3. Mohammad Esmaeil Dehghanmonfard: Department of Statistics Persian Gulf University, Bushehr, Iran

4. Morad Alizadeh: Department of Statistics Persian Gulf University, Bushehr, Iran

Abstract:

In this paper, we propose a new distribution, namely alpha-beta-skew generalized t distribution. The proposed distribution is really flexible and includes as special models some important distributions like Normal, tstudent, Cauchy and etc as its marginal component distributions. It features a probability density function with up to three modes. The moment generating function as well as the main moments are provided. Inference is based on a usual maximum-likelihood estimation approach and a small Monte Carlo simulation is conducted for studying the asymptotic properties of the maximum-likelihood estimate. The usefulness of the new model is illustrated in a real data.

Page(s): 605-616

DOI: DOI not available

Published: Journal: Pakistan Journal of Statistics and Operation Research, Volume: 15, Issue: 3, Year: 2019

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